Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.618 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49415.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45360.84 Kr¶

PnL: ---------------------------------------> 304.84 Kr¶

DD now: ---------------------------------> -6.974 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 11:46:32.783863'

Anic Portfolio¶

Today¶

Return: 1.109 %¶

This Week¶

Return: 0.228 %¶

Total portfolio value¶

Return including deposits: 61.774 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.500000 1669.140000 200.140000 13.620000 1468.999998
Sedana Medical 93 4.850000 2693.280000 172.280000 6.830000 2521.000011
Orrön Energy 180 4.680000 2152.800000 109.800000 5.370000 2043.000000
Atrium Ljungberg B 5 4.150000 992.000000 57.000000 6.100000 935.000000
Platzer Fastigheter Holding B 12 3.960000 1008.000000 47.000000 4.890000 960.999996
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Catena 2 3.340000 830.000000 38.000000 4.800000 792.000000
JM 6 2.670000 901.200000 37.200000 4.310000 864.000000
Sagax B 4 2.810000 891.200000 37.200000 4.360000 854.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Gränges 9 2.040000 946.800000 18.800000 2.030000 927.999999
Hexatronic Group 12 1.760000 985.200000 18.200000 1.880000 966.999996
BioGaia B 8 1.030000 944.000000 14.000000 1.510000 930.000000
Byggmax Group 33 1.390000 966.240000 10.240000 1.070000 956.000001
Bilia A 8 1.070000 909.600000 9.600000 1.070000 900.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
EQT 4 0.390000 831.200000 -0.800000 -0.100000 832.000000
Biotage 7 -1.110000 932.400000 -8.600000 -0.910000 940.999997
ASSA ABLOY B 3 -0.770000 769.800000 -9.200000 -1.180000 779.000001
OX2 13 -0.070000 939.900000 -10.100000 -1.060000 949.999999
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
VEF 909 0.600000 1828.910000 -21.090000 -1.140000 1850.000436
SKF B 5 -2.230000 911.250000 -28.750000 -3.060000 940.000000
Addnode Group B 11 -1.400000 888.800000 -32.200000 -3.500000 921.000003
Indutrade 5 1.590000 1179.500000 -38.500000 -3.160000 1218.000000
Latour B 4 -0.340000 815.200000 -41.800000 -4.880000 857.000000
Vitec Software Group B 2 -0.100000 1041.000000 -46.000000 -4.230000 1087.000000
Hexagon B 26 0.540000 3408.600000 -52.400000 -1.510000 3461.000010
Bufab 3 -0.800000 1044.600000 -64.400000 -5.810000 1109.000001
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
BHG Group 97 2.080000 1383.220000 -75.780000 -5.190000 1458.999989
TOTAL 45360.840000 304.840000 -6.97443% 45056.000411

Updated:¶

'2023-07-04 11:46:49.447449'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶